Variational formulas for asymptotic variance of general discrete-time Markov chains

DOI10.3150/21-BEJ1458MaRDI QIDQ2108480

Lu-Jing Huang, Yong Hua Mao

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.13895

zbMATH Keywords

Markov chainasymptotic variancevariational formula

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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